Monthly Archives: September 2016

More Time Utilities (13/365)

Suppose you want to add one second to the current date. One approach is to convert it to unix-time (seconds from epoch), add , and then convert it back. The cost of converting is a little too high if we … Continue reading

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Chebyshev’s Inequality For Bounding From Below? (12/365)

Problem 6.2 asks the following. Let be a nonnegative even function that is nondecreasing for positive . Then for a random variable with , From the looks of it, the upper bound seems simple enough because it looks like a … Continue reading

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What’s Real About Probability? (11/365)

Suppose I tell you the axioms of elementary probability and suppose further that I tell you that I have a coin that, on tossing, will show Heads with a probability of . Can you tell anything at all abou the … Continue reading

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Writing Probability as an Expectation (10/365)

Expectation is such an ubiquitous construct in probability that it’s worth looking at the various situations in which it appears. It’s one of those constructs that was so cheap to invent but pays off time and again. Consider a random … Continue reading

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Online Mean Variance (9/365)

I am uploading a module I had written to compute the mean and the estimated variance in a streaming fashion as described here. I’ve wrapped it in a Monoid for convinence. The module can be found here. ghci> :l OMVar.lhs … Continue reading

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Correlation – III, Linear Dependence (8/365)

In a previous post, I showed one way to arrive at the correlation coefficient but it doesn’t really convince me of its need. What follows is a derivation that will show you a more direct meaning for the correlation coefficent … Continue reading

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Correlation – II (7/365)

In the last post, I said I’d give an example of two random variables whose expectations are independent but are not themselves independent. For a first attempt, this turned out not to be an easy task because when coming up … Continue reading

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